Improved estimators of the entropy in scale mixture of exponential distributions

DOI10.1214/19-BJPS450zbMath1445.62118WikidataQ115517739 ScholiaQ115517739MaRDI QIDQ783276

Somesh Kumar, Constantinos Petropoulos, Lakshmi Kanta Patra

Publication date: 12 August 2020

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1595232027

zbMATH Keywords

decision theorysquared error lossbest affine equivariant estimatormultivariate Lomax distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Point estimation (62F10) Statistical aspects of information-theoretic topics (62B10) General considerations in statistical decision theory (62C05)

Related Items (1)

Dynamic cumulative residual Rényi entropy for Lomax distribution: Bayesian and non-Bayesian methods

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